+307.9%
SMTC vs SPYG
+559.2%
-251.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +22.5% | +0.3% | +22.2% | +21.9% |
| 30D | +24.9% | -1.7% | +26.6% | +27.8% |
| 3M | +4.1% | +3.6% | +0.4% | +1.3% |
| 6M | +92.6% | +16.6% | +76.0% | +63.3% |
| YTD | +122.5% | +13.4% | +109.1% | +96.4% |
| 1Y | +166.2% | +19.6% | +146.6% | +121.8% |
| 3Y | +577.2% | +99.8% | +477.4% | +228.1% |
| 5Y | +119.0% | +85.0% | +34.0% | +18.4% |
| 10Y | +527.9% | +422.1% | +105.8% | +6.5% |
| All | +307.9% | +559.2% | -251.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling